BNP Paribas Call 160 EXPE 20.12.2024
/ DE000PC395Y4
BNP Paribas Call 160 EXPE 20.12.2.../ DE000PC395Y4 /
| 2024-06-04 8:18:21 AM |
Chg.+0.010 |
Bid2:03:54 PM |
Ask2:03:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+5.00% |
0.200
Bid Size: 10,000 |
0.300
Ask Size: 10,000 |
Expedia Group Inc |
160.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC395Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
47.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.40 |
| Parity: |
-4.21 |
| Time value: |
0.22 |
| Break-even: |
148.89 |
| Moneyness: |
0.71 |
| Premium: |
0.42 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
0.16 |
| Theta: |
-0.02 |
| Omega: |
7.63 |
| Rho: |
0.08 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.25% |
| 1 Month |
|
|
-63.79% |
| 3 Months |
|
|
-82.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.150 |
| 1M High / 1M Low: |
0.310 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
